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	param	t-stat
$ω$	0.0260	18.65
$α$	0.1520	27.79
$β$	0.9850	1,334.74
$γ$	-0.0334	-7.99

V-Lab

S&P GSCI Petroleum Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:33.22% (+4.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses